+2,502.1%
SOXX vs BWA
+1,447.3%
+1,054.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -3.1% | -5.5% | +2.3% | -0.5% |
| 3M | -4.4% | -7.6% | +3.2% | -0.5% |
| 6M | +52.9% | +25.0% | +27.9% | +37.7% |
| YTD | +72.0% | +47.0% | +25.1% | +40.5% |
| 1Y | +105.1% | +54.0% | +51.1% | +63.0% |
| 3Y | +220.6% | +70.7% | +149.9% | +135.5% |
| 5Y | +244.8% | +86.7% | +158.1% | +138.9% |
| 10Y | +1,537.1% | +154.0% | +1,383.2% | +789.6% |
| All | +2,502.1% | +1,447.3% | +1,054.8% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling